A primal-dual algorithm for risk minimization (Q2133418)
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scientific article; zbMATH DE number 7516313
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A primal-dual algorithm for risk minimization |
scientific article; zbMATH DE number 7516313 |
Statements
A primal-dual algorithm for risk minimization (English)
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29 April 2022
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risk-averse optimization
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coherent risk measures
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stochastic optimization
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method of multipliers
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0.7799395322799683
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0.7584442496299744
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0.7566787004470825
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0.7523437142372131
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0.7479721307754517
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